✦ LIBER ✦

Robustness for path-dependent volatility models

✍ Scribed by Mauro Rosestolato,Tiziano Vargiolu,Giovanna Villani

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A robust model for spatiotemporal depend

✍ Fabian J. Theis; Peter Gruber; Ingo R. Keck; Elmar W. Lang 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 464 KB

On dependence of volatility on return fo

✍ Martynov, Mikhail; Rozanova, Olga 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 174 KB

Robust general equilibrium under stochas

✍ Weidong Xu; Chongfeng Wu; Hongyi Li 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 210 KB

Gaussian inference on certain long-range

✍ Paolo Zaffaroni; Banca d'Italia 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 645 KB

Statistical models for financial volatil

📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 304 KB

New solvable stochastic volatility model

✍ Itkin, Andrey 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 406 KB